300408 三环集团 — 海龟交易法则 回测明细
数据区间: 2015-01-05 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.15M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +14.89%）
红色三角=买入 · 蓝绿三角=卖出 · 标记为实际成交价
账户净值曲线（每标的独立回测 ¥1,000,000）
回合交易明细（共 42 个回合）
| # | 入场日期 | 离场日期 | 入场价 | 离场价 | 盈亏 | 盈亏% | 离场方式 |
|---|
| 1 |
2015-02-04 |
2015-02-11 |
52.865855 |
48.0 |
¥-9.2万 |
-9.23% |
跌破离场 |
| 2 |
2015-02-17 |
2015-05-25 |
54.771126409999994 |
48.891059999999996 |
¥-9.6万 |
-10.76% |
跌破离场 |
| 3 |
2015-10-13 |
2015-11-30 |
31.490894434999994 |
36.2637 |
¥12.1万 |
+15.12% |
跌破离场 |
| 4 |
2016-05-23 |
2016-06-14 |
17.12223513 |
16.5834 |
¥-3.0万 |
-3.18% |
跌破离场 |
| 5 |
2016-09-07 |
2016-10-18 |
17.723015309999997 |
17.8 |
¥3,640 |
+0.40% |
跌破离场 |
| 6 |
2017-01-19 |
2017-03-15 |
17.012092096999996 |
17.882099999999998 |
¥4.6万 |
+5.08% |
跌破离场 |
| 7 |
2017-03-24 |
2017-06-07 |
19.505329844 |
19.530450000000002 |
¥938 |
+0.10% |
跌破离场 |
| 8 |
2017-07-20 |
2017-08-04 |
23.079971914999998 |
21.23874 |
¥-7.6万 |
-8.01% |
跌破离场 |
| 9 |
2017-09-05 |
2017-10-31 |
21.658125488999996 |
23.54643 |
¥7.6万 |
+8.69% |
跌破离场 |
| 10 |
2018-01-08 |
2018-02-07 |
21.756525 |
19.150830000000003 |
¥-11.4万 |
-12.00% |
跌破离场 |
| 11 |
2018-02-23 |
2018-03-26 |
21.938489573 |
22.177799999999998 |
¥8,864 |
+1.06% |
跌破离场 |
| 12 |
2018-05-09 |
2018-06-04 |
24.882312454999997 |
23.32665 |
¥-5.3万 |
-6.28% |
跌破离场 |
| 13 |
2018-07-13 |
2018-07-31 |
26.033807799999995 |
24.6753 |
¥-4.2万 |
-5.25% |
跌破离场 |
| 14 |
2018-08-30 |
2018-09-06 |
25.197557 |
22.977 |
¥-6.7万 |
-8.84% |
跌破离场 |
| 15 |
2019-02-14 |
2019-03-29 |
18.934588672999997 |
20.789189999999998 |
¥6.7万 |
+9.76% |
跌破离场 |
| 16 |
2019-07-18 |
2019-08-06 |
20.266318071999997 |
19.530450000000002 |
¥-2.7万 |
-3.66% |
跌破离场 |
| 17 |
2019-09-06 |
2019-09-27 |
21.227566359999994 |
19.6803 |
¥-5.3万 |
-7.32% |
跌破离场 |
| 18 |
2019-12-03 |
2020-02-04 |
20.056045008999998 |
21.028950000000002 |
¥3.2万 |
+4.82% |
跌破离场 |
| 19 |
2020-02-18 |
2020-03-13 |
24.852273446 |
21.38859 |
¥-9.8万 |
-13.96% |
跌破离场 |
| 20 |
2020-05-06 |
2020-05-25 |
20.606760173999998 |
19.4805 |
¥-3.3万 |
-5.49% |
跌破离场 |
| 21 |
2020-06-24 |
2020-08-27 |
25.83354774 |
25.92405 |
¥1,828 |
+0.32% |
跌破离场 |
| 22 |
2020-12-09 |
2021-01-12 |
34.79518542499999 |
34.11585 |
¥-1.1万 |
-1.98% |
跌破离场 |
| 23 |
2021-01-15 |
2021-02-25 |
38.98062067899999 |
39.910050000000005 |
¥1.3万 |
+2.35% |
跌破离场 |
| 24 |
2021-03-30 |
2021-04-14 |
41.33367638399999 |
40.05 |
¥-1.8万 |
-3.13% |
跌破离场 |
| 25 |
2021-06-23 |
2021-08-17 |
39.851751939999986 |
43.78617 |
¥5.5万 |
+9.84% |
跌破离场 |
| 26 |
2021-10-18 |
2021-12-28 |
38.74030860699999 |
44.12583 |
¥8.4万 |
+13.87% |
跌破离场 |
| 27 |
2022-05-18 |
2022-07-05 |
30.219243053999996 |
28.64133 |
¥-3.7万 |
-5.25% |
跌破离场 |
| 28 |
2022-10-19 |
2022-11-28 |
28.326785487000002 |
28.871100000000002 |
¥1.2万 |
+1.89% |
跌破离场 |
| 29 |
2023-01-18 |
2023-02-28 |
33.363325996 |
31.91805 |
¥-2.9万 |
-4.36% |
跌破离场 |
| 30 |
2023-04-04 |
2023-04-24 |
32.051622603 |
31.14882 |
¥-1.8万 |
-2.85% |
跌破离场 |
| 31 |
2024-03-14 |
2024-03-26 |
26.334197889999995 |
24.745229999999996 |
¥-3.8万 |
-6.06% |
跌破离场 |
| 32 |
2024-04-30 |
2024-06-21 |
27.856174346 |
28.93104 |
¥2.2万 |
+3.83% |
跌破离场 |
| 33 |
2024-07-17 |
2024-08-06 |
32.121713623999995 |
31.278689999999997 |
¥-1.6万 |
-2.65% |
跌破离场 |
| 34 |
2024-10-09 |
2024-11-18 |
38.930555663999996 |
36.972989999999996 |
¥-2.9万 |
-5.06% |
跌破离场 |
| 35 |
2024-12-25 |
2025-01-03 |
40.011959987999994 |
36.92303999999999 |
¥-4.4万 |
-7.75% |
跌破离场 |
| 36 |
2025-02-13 |
2025-02-19 |
39.240958756999994 |
37.40256 |
¥-2.5万 |
-4.71% |
跌破离场 |
| 37 |
2025-02-25 |
2025-04-08 |
39.441218817 |
36.04392 |
¥-4.2万 |
-8.64% |
跌破离场 |
| 38 |
2025-07-22 |
2025-09-03 |
33.573599059 |
41.26868999999999 |
¥10.4万 |
+22.88% |
跌破离场 |
| 39 |
2025-09-22 |
2025-11-13 |
48.843428634 |
46.57338 |
¥-2.6万 |
-4.68% |
跌破离场 |
| 40 |
2025-12-25 |
2026-02-03 |
46.370216893000006 |
48.551399999999994 |
¥2.5万 |
+4.67% |
跌破离场 |
| 41 |
2026-02-11 |
2026-03-24 |
56.10285580899999 |
51.97797 |
¥-4.1万 |
-7.38% |
跌破离场 |
| 42 |
2026-04-13 |
2026-07-09 |
58.716249592 |
131.868 |
¥62.9万 |
+124.52% |
跌破离场 |
逐笔成交记录（共 84 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-04 |
突破买入 |
买入 |
52.85 |
18800.0 |
¥99.4万 |
首仓入场 |
| 2015-02-11 |
跌破离场 |
卖出 |
48.0 |
18800.0 |
¥90.2万 |
|
| 2015-02-17 |
突破买入 |
买入 |
54.7547 |
16300.0 |
¥89.3万 |
首仓入场 |
| 2015-05-25 |
跌破离场 |
卖出 |
48.891059999999996 |
16300.0 |
¥79.7万 |
|
| 2015-10-13 |
突破买入 |
买入 |
31.481449999999995 |
25400.0 |
¥80.0万 |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
36.2637 |
25400.0 |
¥92.1万 |
|
| 2016-05-23 |
突破买入 |
买入 |
17.1171 |
54300.0 |
¥93.0万 |
首仓入场 |
| 2016-06-14 |
跌破离场 |
卖出 |
16.5834 |
54300.0 |
¥90.0万 |
|
| 2016-09-07 |
突破买入 |
买入 |
17.717699999999997 |
50800.0 |
¥90.0万 |
首仓入场 |
| 2016-10-18 |
跌破离场 |
卖出 |
17.8 |
50800.0 |
¥90.4万 |
|
| 2017-01-19 |
突破买入 |
买入 |
17.00699 |
53000.0 |
¥90.2万 |
首仓入场 |
| 2017-03-15 |
跌破离场 |
卖出 |
17.882099999999998 |
53000.0 |
¥94.7万 |
|
| 2017-03-24 |
突破买入 |
买入 |
19.49948 |
48700.0 |
¥95.0万 |
首仓入场 |
| 2017-06-07 |
跌破离场 |
卖出 |
19.530450000000002 |
48700.0 |
¥95.1万 |
|
| 2017-07-20 |
突破买入 |
买入 |
23.07305 |
41000.0 |
¥94.6万 |
首仓入场 |
| 2017-08-04 |
跌破离场 |
卖出 |
21.23874 |
41000.0 |
¥87.1万 |
|
| 2017-09-05 |
突破买入 |
买入 |
21.651629999999997 |
40400.0 |
¥87.5万 |
首仓入场 |
| 2017-10-31 |
跌破离场 |
卖出 |
23.54643 |
40400.0 |
¥95.1万 |
|
| 2018-01-08 |
突破买入 |
买入 |
21.75 |
43500.0 |
¥94.6万 |
首仓入场 |
| 2018-02-07 |
跌破离场 |
卖出 |
19.150830000000003 |
43500.0 |
¥83.3万 |
|
| 2018-02-23 |
突破买入 |
买入 |
21.93191 |
38100.0 |
¥83.6万 |
首仓入场 |
| 2018-03-26 |
跌破离场 |
卖出 |
22.177799999999998 |
38100.0 |
¥84.5万 |
|
| 2018-05-09 |
突破买入 |
买入 |
24.87485 |
33800.0 |
¥84.1万 |
首仓入场 |
| 2018-06-04 |
跌破离场 |
卖出 |
23.32665 |
33800.0 |
¥78.8万 |
|
| 2018-07-13 |
突破买入 |
买入 |
26.025999999999996 |
30400.0 |
¥79.1万 |
首仓入场 |
| 2018-07-31 |
跌破离场 |
卖出 |
24.6753 |
30400.0 |
¥75.0万 |
|
| 2018-08-30 |
突破买入 |
买入 |
25.19 |
29900.0 |
¥75.3万 |
首仓入场 |
| 2018-09-06 |
跌破离场 |
卖出 |
22.977 |
29900.0 |
¥68.7万 |
|
| 2019-02-14 |
突破买入 |
买入 |
18.92891 |
36200.0 |
¥68.5万 |
首仓入场 |
| 2019-03-29 |
跌破离场 |
卖出 |
20.789189999999998 |
36200.0 |
¥75.2万 |
|
| 2019-07-18 |
突破买入 |
买入 |
20.260239999999996 |
36900.0 |
¥74.8万 |
首仓入场 |
| 2019-08-06 |
跌破离场 |
卖出 |
19.530450000000002 |
36900.0 |
¥72.0万 |
|
| 2019-09-06 |
突破买入 |
买入 |
21.221199999999996 |
34100.0 |
¥72.4万 |
首仓入场 |
| 2019-09-27 |
跌破离场 |
卖出 |
19.6803 |
34100.0 |
¥67.1万 |
|
| 2019-12-03 |
突破买入 |
买入 |
20.05003 |
33300.0 |
¥66.8万 |
首仓入场 |
| 2020-02-04 |
跌破离场 |
卖出 |
21.028950000000002 |
33300.0 |
¥70.0万 |
|
| 2020-02-18 |
突破买入 |
买入 |
24.84482 |
28300.0 |
¥70.3万 |
首仓入场 |
| 2020-03-13 |
跌破离场 |
卖出 |
21.38859 |
28300.0 |
¥60.5万 |
|
| 2020-05-06 |
突破买入 |
买入 |
20.600579999999997 |
29100.0 |
¥60.0万 |
首仓入场 |
| 2020-05-25 |
跌破离场 |
卖出 |
19.4805 |
29100.0 |
¥56.7万 |
|
| 2020-06-24 |
突破买入 |
买入 |
25.825799999999997 |
22100.0 |
¥57.1万 |
首仓入场 |
| 2020-08-27 |
跌破离场 |
卖出 |
25.92405 |
22100.0 |
¥57.3万 |
|
| 2020-12-09 |
突破买入 |
买入 |
34.784749999999995 |
16400.0 |
¥57.1万 |
首仓入场 |
| 2021-01-12 |
跌破离场 |
卖出 |
34.11585 |
16400.0 |
¥55.9万 |
|
| 2021-01-15 |
突破买入 |
买入 |
38.96892999999999 |
14200.0 |
¥55.4万 |
首仓入场 |
| 2021-02-25 |
跌破离场 |
卖出 |
39.910050000000005 |
14200.0 |
¥56.7万 |
|
| 2021-03-30 |
突破买入 |
买入 |
41.32127999999999 |
13800.0 |
¥57.0万 |
首仓入场 |
| 2021-04-14 |
跌破离场 |
卖出 |
40.05 |
13800.0 |
¥55.3万 |
|
| 2021-06-23 |
突破买入 |
买入 |
39.83979999999999 |
14000.0 |
¥55.8万 |
首仓入场 |
| 2021-08-17 |
跌破离场 |
卖出 |
43.78617 |
14000.0 |
¥61.3万 |
|
| 2021-10-18 |
突破买入 |
买入 |
38.72868999999999 |
15700.0 |
¥60.8万 |
首仓入场 |
| 2021-12-28 |
跌破离场 |
卖出 |
44.12583 |
15700.0 |
¥69.3万 |
|
| 2022-05-18 |
突破买入 |
买入 |
30.210179999999998 |
23100.0 |
¥69.8万 |
首仓入场 |
| 2022-07-05 |
跌破离场 |
卖出 |
28.64133 |
23100.0 |
¥66.1万 |
|
| 2022-10-19 |
突破买入 |
买入 |
28.318289999999998 |
23200.0 |
¥65.7万 |
首仓入场 |
| 2022-11-28 |
跌破离场 |
卖出 |
28.871100000000002 |
23200.0 |
¥67.0万 |
|
| 2023-01-18 |
突破买入 |
买入 |
33.35332 |
20100.0 |
¥67.1万 |
首仓入场 |
| 2023-02-28 |
跌破离场 |
卖出 |
31.91805 |
20100.0 |
¥64.1万 |
|
| 2023-04-04 |
突破买入 |
买入 |
32.04201 |
19500.0 |
¥62.5万 |
首仓入场 |
| 2023-04-24 |
跌破离场 |
卖出 |
31.14882 |
19500.0 |
¥60.7万 |
|
| 2024-03-14 |
突破买入 |
买入 |
26.326299999999996 |
23800.0 |
¥62.7万 |
首仓入场 |
| 2024-03-26 |
跌破离场 |
卖出 |
24.745229999999996 |
23800.0 |
¥58.9万 |
|
| 2024-04-30 |
突破买入 |
买入 |
27.84782 |
21000.0 |
¥58.5万 |
首仓入场 |
| 2024-06-21 |
跌破离场 |
卖出 |
28.93104 |
21000.0 |
¥60.7万 |
|
| 2024-07-17 |
突破买入 |
买入 |
32.11207999999999 |
19100.0 |
¥61.4万 |
首仓入场 |
| 2024-08-06 |
跌破离场 |
卖出 |
31.278689999999997 |
19100.0 |
¥59.7万 |
|
| 2024-10-09 |
突破买入 |
买入 |
38.91888 |
14500.0 |
¥56.4万 |
首仓入场 |
| 2024-11-18 |
跌破离场 |
卖出 |
36.972989999999996 |
14500.0 |
¥53.6万 |
|
| 2024-12-25 |
突破买入 |
买入 |
39.999959999999994 |
14200.0 |
¥56.8万 |
首仓入场 |
| 2025-01-03 |
跌破离场 |
卖出 |
36.92303999999999 |
14200.0 |
¥52.4万 |
|
| 2025-02-13 |
突破买入 |
买入 |
39.229189999999996 |
13300.0 |
¥52.2万 |
首仓入场 |
| 2025-02-19 |
跌破离场 |
卖出 |
37.40256 |
13300.0 |
¥49.7万 |
|
| 2025-02-25 |
突破买入 |
买入 |
39.42939 |
12400.0 |
¥48.9万 |
首仓入场 |
| 2025-04-08 |
跌破离场 |
卖出 |
36.04392 |
12400.0 |
¥44.7万 |
|
| 2025-07-22 |
突破买入 |
买入 |
33.56353 |
13500.0 |
¥45.3万 |
首仓入场 |
| 2025-09-03 |
跌破离场 |
卖出 |
41.26868999999999 |
13500.0 |
¥55.7万 |
|
| 2025-09-22 |
突破买入 |
买入 |
48.828779999999995 |
11500.0 |
¥56.2万 |
首仓入场 |
| 2025-11-13 |
跌破离场 |
卖出 |
46.57338 |
11500.0 |
¥53.5万 |
|
| 2025-12-25 |
突破买入 |
买入 |
46.35631 |
11400.0 |
¥52.9万 |
首仓入场 |
| 2026-02-03 |
跌破离场 |
卖出 |
48.551399999999994 |
11400.0 |
¥55.3万 |
|
| 2026-02-11 |
突破买入 |
买入 |
56.086029999999994 |
9800.0 |
¥55.0万 |
首仓入场 |
| 2026-03-24 |
跌破离场 |
卖出 |
51.97797 |
9800.0 |
¥50.9万 |
|
| 2026-04-13 |
突破买入 |
买入 |
58.69864 |
8600.0 |
¥50.5万 |
首仓入场 |
| 2026-07-09 |
跌破离场 |
卖出 |
131.868 |
8600.0 |
¥1.13M |
|